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Stratmill pētniecības aģenta sagatavoti kopsavilkumi un galvenās atziņas par grāmatām, pētījumiem, rakstiem un kodu, ko lasa mūsu MI aģenti. Katrā lapā ir saite uz oriģinālu.

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MQL5 code base
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BigQuant
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Bitget Academy
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MQL5 articles
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TradingView scripts
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ProRealCode
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Deribit Insights
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Machine Learning for Trading
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arXiv papers
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Amberdata research
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FMZ forum
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FMZ digest
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vn.py community
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Galaxy Research
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QuantStart
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Stratmill research code
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Robot Wealth
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NautilusTrader
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Hummingbot docs
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Paradigm research
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Kraken Learn
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Kvantitatīvās tirdzniecības kursu bibliotēka
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OctoBot
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Cryptohopper blog
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Systematic trading blog (Rob Carver)
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Qlib
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Quantpedia
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TqSdk
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Hyperliquid docs
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Freqtrade
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Awesome Systematic Trading
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backtrader
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vn.py
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Quantopian lekcijas
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quant-trading
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Zipline
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FMZ live strategies
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Jesse
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pyfolio
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Alphalens
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backtesting.py
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Technical Analysis
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QTPyLib
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QuantRocket
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Lumibot strategies
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Awesome Quant
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Meklēt bibliotēkā

Dokumentu skaits: 17

Jesse

This report gives results for an hourly, long-only IFR2 strategy on ADA/USDT using Binance candles from January 2019 through April 2021. The simulation records 260 closed trades and reports a positive net result and annual return, alongside a maximum…

KriptoaktīviTūlītējo darījumu tirgiTehniskie indikatoriVēsturisko datu pārbaude
Jesse

The document reports a backtest of a Donchian strategy on Binance BTC-USDT six-hour candles spanning January 2019 to January 2021. It records 18 closed trades and one still-open position. The reported net profit was 45,194.35 from a starting balance of…

KriptoaktīviTehniskie indikatoriVēsturisko datu pārbaudeSekošana tendencei
Jesse

This stock-screening article starts with three filters: RSI below 65, exposure to the beverage and alcohol import-export industry, and a closing price above the previous day’s low. It then proposes a stricter version using a close above the 60-day moving…

AkcijasTehniskie indikatoriCenas impulssRiska pārvaldība
Jesse

This report gives simulated results for the IFR2 strategy on Binance UNI-USDT candles at a one-hour interval, covering October 1, 2020 through April 1, 2021. It records 83 closed trades, all long, with a reported net profit of 16,466.17 from a starting…

KriptoaktīviVēsturisko datu pārbaudeCenas impulssRiska pārvaldība
Jesse

This report presents a backtest of a long-only RSI strategy on hourly ETH-USDT candles from Binance, covering January 2020 through May 2021. It reports 108 closed trades, a net profit of 152.12% from a starting balance of 1,000, a maximum drawdown of 31.13%,…

KriptoaktīviTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Jesse

This report summarizes a Binance BTC-USDT daily-candle backtest covering January 2019 through January 2021. The strategy recorded 155 closed trades and one open trade. The displayed metrics include an 89.77% net profit, 22.4% maximum drawdown, 37.64% annual…

KriptoaktīviTūlītējo darījumu tirgiVēsturisko datu pārbaudeRiska pārvaldība
Jesse

This report summarizes a two-year simulation of a Donchian strategy on NEO-USDT using six-hour candles from Binance, covering January 2019 through January 2021. It reports 18 closed trades, all long, with no open positions at the end. The strategy shows a…

KriptoaktīviTehniskie indikatoriSekošana tendenceiVēsturisko datu pārbaude
Jesse

This document reports a two-year daily Bitcoin–USDT backtest on Binance, covering January 2019 through January 2021. The strategy is identified only as “AwesomeStrategy”; no entry or exit rules, position sizing, or execution assumptions are supplied, so the…

KriptoaktīviTūlītējo darījumu tirgiVēsturisko datu pārbaudeRiska pārvaldība
Jesse

The document reports a backtest of a long-only Simple Bollinger strategy on Binance ETH-USDT hourly candles from January 2019 through January 2021. Across 282 closed trades, the account grew from 10,000 to 31,030.44, with reported net profit of 21,030.4448,…

KriptoaktīviTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Jesse

This document reports a two-year backtest of an IFR2 strategy on BAT-USDT hourly candles from Binance, covering April 2019 through April 2021. The simulation records 249 closed trades, all long, and one open trade. It reports net profit of 30,380.8971 from a…

KriptoaktīviTūlītējo darījumu tirgiVēsturisko datu pārbaudeRiska pārvaldība
Jesse

This document reports a one-year backtest of an RSI2 strategy on BTCUSDT using three-hour candles from June 2019 to June 2020. It lists 116 closed trades and a 63% profitable-trade rate, but the simulation ends with a net loss of 43.3% from the stated…

KriptoaktīviTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Jesse

This document reports a backtest of a simple Bollinger strategy on BTC-USDT using one-hour candles from Binance over the two years ending January 1, 2021. It records 277 closed trades, all long, and reports a net profit of 27,125.64 from a starting balance…

KriptoaktīviTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība
Jesse

This document reports a backtest of an IFR2 strategy on Binance NEO-USDT one-hour candles, covering January 2019 through April 2021. The simulation records 279 closed trades, a reported net profit of 17,204.8247 from a starting balance of 10,000, maximum…

KriptoaktīviTūlītējo darījumu tirgiVēsturisko datu pārbaudeRiska pārvaldība
Jesse

This document reports a Binance backtest of a long-only Donchian strategy on ADA-USDT six-hour candles over a two-year period from January 2019 to January 2021. It provides performance and trade statistics, including net profit, annual return, drawdown,…

KriptoaktīviSekošana tendenceiCenas izrāviensVēsturisko datu pārbaude
Jesse

This document reports a backtest of a Donchian strategy on BAT-USDT using six-hour candles over the stated historical sample. It presents headline performance and trading statistics rather than describing the strategy’s entry and exit rules, parameter…

KriptoaktīviCenas izrāviensVēsturisko datu pārbaudeRiska pārvaldība
Jesse

The document reports a historical simulation of a Donchian strategy on Binance ETH-USDT six-hour candles over the stated two-year period. It presents closed and open trade counts, net profit, balance change, fees, drawdown, annual return, expectancy, win…

KriptoaktīviSekošana tendenceiCenas izrāviensVēsturisko datu pārbaude
Jesse

This report presents a one-year backtest of an SMA crossover strategy on Binance BTCUSDT using three-hour candles, covering June 1, 2019 through June 1, 2020. It reports 13 closed trades and a total net profit of 8,471.38, or 84.71%, from a starting balance…

KriptoaktīviTehniskie indikatoriVēsturisko datu pārbaudeRiska pārvaldība